CME Japanese Yen Future December 2023

Trading Metrics calculated at close of trading on 17-Jul-2023

Day Change Summary
	Previous	Current
	14-Jul-2023	17-Jul-2023	Change	Change %	Previous Week
Open	0.7422	0.7384	-0.0038	-0.5%	0.7219
High	0.7465	0.7420	-0.0045	-0.6%	0.7465
Low	0.7364	0.7354	-0.0010	-0.1%	0.7175
Close	0.7381	0.7390	0.0009	0.1%	0.7381
Range	0.0101	0.0066	-0.0035	-34.7%	0.0291
ATR	0.0057	0.0058	0.0001	1.1%	0.0000
Volume	359	196	-163	-45.4%	898

Daily Pivots for day following 17-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7554	0.7426
R3	0.7520	0.7488	0.7408
R2	0.7454	0.7454	0.7402
R1	0.7422	0.7422	0.7396	0.7438
PP	0.7388	0.7388	0.7388	0.7396
S1	0.7356	0.7356	0.7383	0.7372
S2	0.7322	0.7322	0.7377
S3	0.7256	0.7290	0.7371
S4	0.7190	0.7224	0.7353

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.8212	0.8087	0.7541
R3	0.7921	0.7796	0.7461
R2	0.7631	0.7631	0.7434
R1	0.7506	0.7506	0.7408	0.7568
PP	0.7340	0.7340	0.7340	0.7371
S1	0.7215	0.7215	0.7354	0.7278
S2	0.7050	0.7050	0.7328
S3	0.6759	0.6925	0.7301
S4	0.6469	0.6634	0.7221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7465	0.7252	0.0213	2.9%	0.0069	0.9%	65%	False	False	198
10	0.7465	0.7086	0.0379	5.1%	0.0062	0.8%	80%	False	False	138
20	0.7465	0.7080	0.0385	5.2%	0.0054	0.7%	80%	False	False	101
40	0.7511	0.7080	0.0431	5.8%	0.0046	0.6%	72%	False	False	68
60	0.7772	0.7080	0.0692	9.4%	0.0036	0.5%	45%	False	False	48
80	0.7990	0.7080	0.0910	12.3%	0.0034	0.5%	34%	False	False	38
100	0.7990	0.7080	0.0910	12.3%	0.0034	0.5%	34%	False	False	35
120	0.8141	0.7080	0.1061	14.4%	0.0033	0.4%	29%	False	False	30

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7593
1.618	0.7527
1.000	0.7486
0.618	0.7461
HIGH	0.7420
0.618	0.7395
0.500	0.7387
0.382	0.7379
LOW	0.7354
0.618	0.7313
1.000	0.7288
1.618	0.7247
2.618	0.7181
4.250	0.7074

Fisher Pivots for day following 17-Jul-2023
Pivot	1 day	3 day
R1	0.7389	0.7410
PP	0.7388	0.7403
S1	0.7387	0.7396

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols